-29.4%
ETHA vs IOVA
+6.8%
-36.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.7% |
| 7D | +0.8% | +9.7% | -8.9% | -0.2% |
| 30D | +27.9% | +102.5% | -74.6% | +17.9% |
| 3M | +38.3% | +100.7% | -62.4% | +26.9% |
| 6M | +14.0% | +106.3% | -92.4% | +2.8% |
| YTD | -17.4% | +222.0% | -239.4% | -30.0% |
| 1Y | -42.7% | +299.5% | -342.2% | -53.1% |
| All | -29.4% | +6.8% | -36.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling